Stars
Evaluating double descent in tree-based (DT, RF, XGBOOST) Machine Learning using TB NGS data and synthetic
A machine learning package for streaming data in Python. The other ancestor of River.
Code for Mondrian Forests (for classification and regression)
Python client for the Polymarket CLOB
Trade autonomously on Polymarket using AI Agents
📚 Parameterize, execute, and analyze notebooks
Python implementation of deep forest method : gcForest
csp is a high performance reactive stream processing library, written in C++ and Python
A more flexible alternative to scikit-learn Pipelines
A scikit-learn-compatible library for estimating prediction intervals and controlling risks, based on conformal predictions.
Experimentation for Engineers (Manning, 2023)
From the book of the same title
✂️ Fast slice finding for Machine Learning model debugging.
The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to manage, clean and match highfrequency trades and quotes data. …
The property-based testing library for Python
Feature engineering package with sklearn like functionality
A python library for decision tree visualization and model interpretation.
Code to compute permutation and drop-column importances in Python scikit-learn models
Run multiple commands using fixed number of cores
Scikit-learn compatible estimation of general graphical models
A fast canonical-correlation-based search algorithm for feature selection, system identification, data pruning, etc.
Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)
Time Series Cross-Validation -- an extension for scikit-learn
Fast and modular sklearn replacement for generalized linear models
Source code for 'Assessing and Improving Prediction and Classification' by Timothy Masters